I assume that what you want is an open file dialog box that selects an entire directory instead of just a file?
I have done this before though, but it slips my memory how exactly to do it. I do not have the documentation, nor the program handy at the moment. If this is what you are after then let me know and I will look it up when I get home. Don't go reinventing any wheels now though, as I have tried this sort of thing before too, with win32::gui and although it worked it proved to be much more trouble than it was worth.
Regards,
Gerard.